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讲座4：对偶问题的次梯度项目Lecture 4: Project Subgradient For Dual Problem |
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| 课程网址: | http://videolectures.net/stanfordee364bs08_boyd_lec04/ |
| 主讲教师: | Boyd Stephen P |
| 开课单位: | 斯坦福大学 |
| 开课时间: | 2010-07-21 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Sure, we’re going to need strong duality holds if it were strictly feasible. We’d have Slater’s condition and strong duality would hold. That gives you zero duality gap and I guess if you don’t have that, then you can’t solve this at all, because the optimal values aren’t even the same. So let’s assume that. There’s more, actually, to it than just that. What the sledgehammer condition is is this. What you’ll need is that when you find lambda*, what you want is that the Lagrangian at lambda* should have a unique minimizer in x. If it does, then that x is actually x* up here. Okay? So that’s the condition. ... |
| 关 键 词: | 零对偶间隙; 斯莱特; 最优值 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-12：邬启凡(课程编辑志愿者) |
| 阅读次数: | 65 |